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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
+2.61%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$20.1B
AUM Growth
+$2.23B
Cap. Flow
+$1.48B
Cap. Flow %
7.34%
Top 10 Hldgs %
40.12%
Holding
3,238
New
604
Increased
1,013
Reduced
977
Closed
628

Top Buys

Rank Stock Value
1
IWM icon
iShares Russell 2000 ETF
IWM
+$52.4M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$28.8M
3
JPM icon
JPMorgan Chase
JPM
+$15.5M
4
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$13.9M
5
CMCSA icon
Comcast
CMCSA
+$10.3M

Top Sells

Rank Stock Value
1
IVV icon
iShares Core S&P 500 ETF
IVV
+$18.9M
2
DIA icon
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
+$18M
3
VTI icon
Vanguard Morningstar Total Stock Market ETF
VTI
+$16.3M
4
MSFT icon
Microsoft
MSFT
+$14.2M
5
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$11.5M

Sector Composition

Rank Sector Weight
1 Financials 0.72%
2 Technology 0.56%
3 Consumer Discretionary 0.49%
4 Healthcare 0.48%
5 Consumer Staples 0.41%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MGM icon
1001
PUT
MGM Resorts International
MGM
$11.5B
$1.78M 0.01%
61,300
-145,100
-70% -$4.69M
FL
1002
CALL
DELISTED
Foot Locker
FL
$1.77M 0.01%
33,700
-40,800
-55% -$1.97M
HD icon
1003
Home Depot
HD
$338B
$1.77M 0.01%
9,092
-23,883
-72% -$4.46M
NWL icon
1004
PUT
Newell Brands
NWL
$2.67B
$1.77M 0.01%
68,800
+1,800
+3% +$46.9K
CVS icon
1005
CVS Health
CVS
$134B
$1.77M 0.01%
27,527
-604
-2% -$39.8K
SIG icon
1006
PUT
Signet Jewelers
SIG
$3.7B
$1.77M 0.01%
31,700
+11,000
+53% +$486K
HOLX
1007
CALL
DELISTED
Hologic
HOLX
$1.76M 0.01%
44,400
+7,100
+19% +$273K
BBBY
1008
CALL
DELISTED
Bed Bath & Beyond Inc
BBBY
$1.76M 0.01%
88,600
+26,200
+42% +$489K
AVB icon
1009
AvalonBay Communities
AVB
$26.7B
$1.76M 0.01%
10,250
+5,748
+128% +$950K
NRG icon
1010
CALL
NRG Energy
NRG
$28.7B
$1.76M 0.01%
57,400
-10,400
-15% -$336K
ROST icon
1011
Ross Stores
ROST
$82.2B
$1.76M 0.01%
20,739
+3,747
+22% +$305K
FEZ icon
1012
State Street SPDR EURO STOXX 50 ETF
FEZ
$4.45B
$1.75M 0.01%
+45,777
New +$1.86M
PFE icon
1013
Pfizer
PFE
$143B
$1.75M 0.01%
50,995
-12,784
-20% -$437K
SHW icon
1014
CALL
Sherwin-Williams
SHW
$85.5B
$1.75M 0.01%
12,900
+300
+2% +$38.8K
SWN
1015
DELISTED
Southwestern Energy Company
SWN
$1.75M 0.01%
330,394
+91,150
+38% +$422K
RACE icon
1016
PUT
Ferrari
RACE
$71.7B
$1.74M 0.01%
12,900
+8,200
+174% +$1.08M
RRC icon
1017
PUT
Range Resources
RRC
$9.28B
$1.74M 0.01%
103,900
+2,300
+2% +$34.8K
MOS icon
1018
PUT
The Mosaic Company
MOS
$6.93B
$1.73M 0.01%
61,800
+45,100
+270% +$1.22M
WPZ
1019
CALL
DELISTED
Williams Partners L.P.
WPZ
$1.73M 0.01%
42,700
-18,400
-30% -$700K
EDU icon
1020
CALL
New Oriental
EDU
$9.53B
$1.73M 0.01%
18,300
-5,200
-22% -$498K
PEG icon
1021
PUT
Public Service Enterprise Group
PEG
$38.2B
$1.73M 0.01%
+32,000
New +$1.64M
CHKP icon
1022
PUT
Check Point Software Technologies
CHKP
$12.6B
$1.73M 0.01%
17,700
+8,100
+84% +$802K
HAIN icon
1023
CALL
Hain Celestial
HAIN
$44.4M
$1.73M 0.01%
+58,000
New +$1.66M
INTC icon
1024
Intel
INTC
$445B
$1.73M 0.01%
+34,763
New +$1.85M
ED icon
1025
Consolidated Edison
ED
$40B
$1.72M 0.01%
22,096
+995
+5% +$76K
39 40
41
42 43

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OAM
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NOCM
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TIM
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QIM
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RB
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OMG
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MCM
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Two Sigma Securities's Q2 2018 Portfolio in Review

As of Q2 2018, Two Sigma Securities held 3,238 positions worth $20.1B, up 13% from $17.9B the previous quarter. Its ten largest holdings account for 40% of the portfolio.

Two Sigma Securities deployed $1.48B of net new capital in Q2 2018, opening 604 new positions and adding to 1,013 existing holdings. Its largest new stake was JPMorgan Chase: 141,481 shares worth $14.7M.

By sector, the portfolio is most concentrated in Financials at 0.72% of assets, down from 0.77% a quarter earlier, followed by Technology and Consumer Discretionary.

On the sell side, the largest reduction was Microsoft, an estimated $14.2M trimmed.

  • Two Sigma Securities's largest Q2 2018 buy was JPMorgan Chase: 141,481 shares worth $14.7M.
  • Two Sigma Securities added most to iShares Russell 2000 ETF in Q2 2018, an estimated $52.4M increase.
  • Two Sigma Securities's biggest Q2 2018 reduction was Microsoft, cutting an estimated $14.2M.
  • Two Sigma Securities fully exited iShares Core S&P 500 ETF in Q2 2018, selling an estimated $18.9M.
  • Two Sigma Securities's ten largest holdings make up 40% of its $20.1B portfolio in Q2 2018.
  • Two Sigma Securities opened 604 new positions and closed 628 in Q2 2018.
  • Two Sigma Securities's portfolio value rose 13% quarter-over-quarter to $20.1B.

Based on Two Sigma Securities's 13F filing for Q2 2018, filed 14 Aug 2018.